You're almost always going to be paying a premium for individual parts over a complete figure or buying in parts lots. Store listings cost merely pennies a moth so they have little reason to lower prices. Consider too those buyers paying the store prices may be just looking for the last few pieces and overpaying doesn't look so bad anymore. I've been in that a couple times.

Like said already, buy in bulk if you can. Extra parts are also good trade fodder for the sale/trade section here.

Hehe, what drives me nuts with parts (other than their expensive prices) is how sellers (tf dealers) selling incomplete figures always claim that the missing accessory/ies can be 'picked up off ebay easily for a dollar'. Often sellers who have parts for sale too and for $10-25 for the sorts of parts they claim can be had for cheap.